USIPVPN Connection Fails - Error 800

Am using usipvpn from here in Australia and I get an error saying the connection failed, error 800. After turning off ZoneAlarm, it can connect. What I'm trying to understand is where do I allow the specific ports for this or app? I've viewed the logs for Basic Firwall, but nothing there, so I'm imagining it's a Application Control where allowance is needed. I also thought I would get a pop up saying etc is attempting to etc, but nothing. Am I missing something? Thanks.